How Does Adaptive Optimization Impact Local Neural Network Geometry?

Kaiqi Jiang, Dhruv Malik, Yuanzhi Li

Keywords: optimization, adaptive algorithms, neural networks

TL;DR: We study the difference between the local geometry of the training objective in deep learning using Adaptive algorithms and SGD.

Abstract: Adaptive optimization methods are well known to achieve superior convergence relative to vanilla gradient methods. The traditional viewpoint in optimization, particularly in convex optimization, explains this improved performance by arguing that, unlike vanilla gradient schemes, adaptive algorithms mimic the behavior of a second-order method by adapting to the global geometry of the loss function. We argue that in the context of neural network optimization, this traditional viewpoint is insufficient. Instead, we advocate for a local trajectory analysis. For iterate trajectories produced by running a generic optimization algorithm OPT, we introduce $R^{\text{OPT}}_{\text{med}}$, a statistic that is analogous to the condition number of the loss Hessian evaluated at the iterates. Through extensive experiments, we show that adaptive methods such as Adam bias the trajectories towards regions where $R^{\text{Adam}}_{\text{med}}$ is small, where one might expect faster convergence. By contrast, vanilla gradient methods like SGD bias the trajectories towards regions where $R^{\text{SGD}}_{\text{med}}$ is comparatively large. We complement these empirical observations with a theoretical result that provably demonstrates this phenomenon in the simplified setting of a two-layer linear network. We view our findings as evidence for the need of a new explanation of the success of adaptive methods, one that is different than the conventional wisdom.

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